ReposiTrak Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:44.23% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1196 | 9.41 | |
| 0.0437 | 12.67 | |
| 0.9364 | 398.13 | |
| 0.0365 | 5.87 |
Estimation Period:
Nov 23, 1998 to Feb 6, 2026
Nov 23, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other ReposiTrak Inc Analyses
Other GJR-GARCH Analyses on Equities